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Neural controlled differential equations (CDEs) are the continuous-time analogue of recurrent neural networks, as Neural ODEs are to residual networks, and offer a memory-efficient continuous-time way to model functions of potentially…

Machine Learning · Computer Science 2021-06-22 James Morrill , Cristopher Salvi , Patrick Kidger , James Foster , Terry Lyons

Deep sequence models have achieved notable success in time-series analysis, such as interpolation and forecasting. Recent advances move beyond discrete-time architectures like Recurrent Neural Networks (RNNs) toward continuous-time…

Machine Learning · Computer Science 2025-08-05 Haoran Li , Muhao Guo , Yang Weng , Hanghang Tong

Neural Controlled Differential Equations (NCDEs) are a state-of-the-art tool for supervised learning with irregularly sampled time series (Kidger, 2020). However, no theoretical analysis of their performance has been provided yet, and it…

Machine Learning · Statistics 2024-07-03 Linus Bleistein , Agathe Guilloux

Neural Controlled Differential Equations (Neural CDEs, NCDEs) are a unique branch of methods, specifically tailored for analysing temporal sequences. However, they come with drawbacks, the main one being the number of parameters, required…

Machine Learning · Computer Science 2025-12-25 Ilya Kuleshov , Alexey Zaytsev

Deep learning inspired by differential equations is a recent research trend and has marked the state of the art performance for many machine learning tasks. Among them, time-series modeling with neural controlled differential equations…

Machine Learning · Computer Science 2022-09-22 Sheo Yon Jhin , Jaehoon Lee , Minju Jo , Seungji Kook , Jinsung Jeon , Jihyeon Hyeong , Jayoung Kim , Noseong Park

Neural ordinary differential equations are an attractive option for modelling temporal dynamics. However, a fundamental issue is that the solution to an ordinary differential equation is determined by its initial condition, and there is no…

Machine Learning · Computer Science 2020-11-06 Patrick Kidger , James Morrill , James Foster , Terry Lyons

Neural ordinary differential equations (ODEs) have attracted much attention as continuous-time counterparts of deep residual neural networks (NNs), and numerous extensions for recurrent NNs have been proposed. Since the 1980s, ODEs have…

Machine Learning · Computer Science 2022-10-17 Kazuki Irie , Francesco Faccio , Jürgen Schmidhuber

Neural Ordinary Differential Equations (NODEs) have proven to be a powerful modeling tool for approximating (interpolation) and forecasting (extrapolation) irregularly sampled time series data. However, their performance degrades…

Machine Learning · Computer Science 2020-04-29 Hammad A. Ayyubi , Yi Yao , Ajay Divakaran

Neural controlled differential equations (NCDEs), which are continuous analogues to recurrent neural networks (RNNs), are a specialized model in (irregular) time-series processing. In comparison with similar models, e.g., neural ordinary…

Machine Learning · Computer Science 2023-01-12 Sheo Yon Jhin , Minju Jo , Seungji Kook , Noseong Park , Sungpil Woo , Sunhwan Lim

Neural ODEs (NODEs) are continuous-time neural networks (NNs) that can process data without the limitation of time intervals. They have advantages in learning and understanding the evolution of complex real dynamics. Many previous works…

Machine Learning · Computer Science 2024-11-05 Wenjie Mei , Dongzhe Zheng , Shihua Li

Neural Controlled Differential Equations (Neural CDEs) provide a powerful continuous-time framework for sequence modeling, yet the roughness of the driving control path often restricts their efficiency. Standard splines introduce…

Machine Learning · Computer Science 2026-02-03 Egor Serov , Ilya Kuleshov , Alexey Zaytsev

Estimating counterfactual outcomes over time has the potential to unlock personalized healthcare by assisting decision-makers to answer ''what-iF'' questions. Existing causal inference approaches typically consider regular, discrete-time…

Machine Learning · Computer Science 2022-06-17 Nabeel Seedat , Fergus Imrie , Alexis Bellot , Zhaozhi Qian , Mihaela van der Schaar

Neural ordinary differential equations (Neural ODEs) propose the idea that a sequence of layers in a neural network is just a discretisation of an ODE, and thus can instead be directly modelled by a parameterised ODE. This idea has had…

Machine Learning · Computer Science 2024-05-07 Christina Runkel , Ander Biguri , Carola-Bibiane Schönlieb

Dynamic graphs exhibit complex temporal dynamics due to the interplay between evolving node features and changing network structures. Recently, Graph Neural Controlled Differential Equations (Graph Neural CDEs) successfully adapted Neural…

Machine Learning · Computer Science 2025-10-28 Torben Berndt , Benjamin Walker , Tiexin Qin , Jan Stühmer , Andrey Kormilitzin

We introduce a novel approach to video modeling that leverages controlled differential equations (CDEs) to address key challenges in video tasks, notably video interpolation and mask propagation. We apply CDEs at varying resolutions leading…

Computer Vision and Pattern Recognition · Computer Science 2023-11-10 Johnathan Chiu , Samuel Duffield , Max Hunter-Gordon , Kaelan Donatella , Max Aifer , Andi Gu

Neural differential equations are a promising new member in the neural network family. They show the potential of differential equations for time series data analysis. In this paper, the strength of the ordinary differential equation (ODE)…

Machine Learning · Computer Science 2020-05-21 Mansura Habiba , Barak A. Pearlmutter

Neural Ordinary Differential Equations (ODEs) are elegant reinterpretations of deep networks where continuous time can replace the discrete notion of depth, ODE solvers perform forward propagation, and the adjoint method enables efficient,…

Recurrent neural networks (RNNs) have brought a lot of advancements in sequence labeling tasks and sequence data. However, their effectiveness is limited when the observations in the sequence are irregularly sampled, where the observations…

Machine Learning · Computer Science 2022-12-29 Srinivas Anumasa , Geetakrishnasai Gunapati , P. K. Srijith

Neural networks inspired by differential equations have proliferated for the past several years. Neural ordinary differential equations (NODEs) and neural controlled differential equations (NCDEs) are two representative examples of them. In…

Machine Learning · Computer Science 2021-11-17 Sheo Yon Jhin , Heejoo Shin , Seoyoung Hong , Solhee Park , Noseong Park

Accurately learning solution operators for time-dependent partial differential equations (PDEs) from sparse and irregular data remains a challenging task. Recurrent DeepONet extensions inherit the discrete-time limitations of…

Computational Engineering, Finance, and Science · Computer Science 2025-07-04 Diab W. Abueidda , Mbebo Nonna , Panos Pantidis , Mostafa E. Mobasher
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